International Conference on Finance, Banking, and Regulation

Official Program

Last Update: July 14, 2014

Click here to view the conference's official program. Please note that several changes were made from previous versions, and that a few of the conference paper files below have been updated. Please download the final version to have the most current information on the conference program and schedule. Please note that every presenter is required to discuss a paper in the conference. Please see in the official program which paper you are required to discuss, and download it in the corresponding link below. If, by any reason, you are unable to come to the conference, please send your comments to frbconference2014@gmail.com.


IMPORTANT UPDATE (Dec 30, 2015): Two journals published special issues featuring papers presented in the conference, namely Emerging Markets Finance and Trade and the Brazilian Journal of Business Economics (Revista Brasileira de Economia de Empresas).  To obtain access to the special Issue featuring the conference papers, click on the links below:


Emerging Markets Finance and Trade - Special Issue: International Conference on Finance, Banking and Regulation

Brazilian Journal of Business Economics (Revista Brasileira de Economia de Empresas) - Vol 14(1): International Conference on Finance, Banking and Regulation


IMPORTANT: Please note that a few last minute changes have been made to the program. The changes can be viewed in the program addendum, which can be downloaded by clicking here.


Note: Important additional information can be found by clicking here.


Conference papers:

Credit risk in interbank networks

Distribuição de Perda Agregada no Modelo CreditRisk+: Análise Comparativa do Algoritmo Recursivo de Panjer e o Método de Aproximações Ponto de Sela.

Transparency, Credibility and Reputation of the Monetary Authority and the Signalling Theory

"Frequent Flyers Miles": International Travel Account Deficit in the Balance of Payments of Brazil

Searching for long-range dependence in effective real exchange rate: Towards parity? A fractional approach

Realized Variance as an Instrument to Official Intervention with an Application to Brazil (updated on July 1)

Behavioral Models of the Foreign Exchange Market: Is There Any Empirical Content? (updated on July 1)

Testing Absolute PPP Hypothesis for Twenty Countries Through the Skeleton From a SETAR Model: Some New Evidence

The Dependence Between Cape-Verdean and Portuguese Inflations: a Copula Approach

Nonlinearities in Brazilian Yield Curve

Stationary Sunspot Equilibrium as Limit of Expectation Coordination Failures

An Analysis of Bank Competition in the Brazilian Economy (updated on July 1)

"Does Chinese Investment Contribute to The US Economy? An Analysis of Selected US States’ Growth, Employment and Exports"

Sovereign Debt Crises in Latin America: A Market Pressure Approach

A Influência do Poder de Mercado Bancário no Efeito da Lei de Falências sobre os Juros Bancários

Earning Management in Brazilian Financial Institutions – from 2001 to 2012

Economic Capital and Rating: analysis and minimum requisites

Banks Make Sterilized FX Purchases Expansionary

Determinants of the Ex-Post Banking Spread in the Brazilian Economy: The Role of Micro and Macroeconomic Factors

Import Tariff and Exchange Rate Transmission in a Small Open Economy (updated on July 1)

Consumer Credit on American Indian Reservations

Evolution, Crisis and General Equilibrium

Dynamics of Human Decisions

Building a Global Economic Regime Through Soft Law

A fundamental rights matter: banking secrecy or international tax cooperation?

Impact of Corporate Governance on Performance of MFIs: A Case from Pakistan

Equity Market Timing and Capital Structure in North American Firms: A New Approach

Estudo da Concorrência em Fusões e Aquisições Baseado na Informação Financeira Intradiária

How Are Industry Concentration and Risk Factors Related? Evidence from Brazilian Stock Markets

Cointegration and Causality-in-Mean and Variance Tests: Evidence of Price Discovery for Brazilian Cross-Listed Stocks

Testing for Bubbles in the Colombian Housing Markets: A New Approach

Initial and Long-run IPO Returns in Central and Eastern Europe

Asset Pricing Models and Portfolio Selection: A Pragmatic Approach

Empirical evidences about the profitability of banks in credit and securities in Brazil before the U.S. subprime crisis: 2000-2008

Modelling a dynamic portfolio for pension plans in emerging markets with myopic and non-myopic behavior

Credit Scarcity in Developing Countries: an Empirical Investigation using Brazilian Firm-Level Data (Addendum)

Financial Crisis of 2007-2009 and Stress Test with Structural Changes for the Brazilian Financial Market (Addendum)